-26.9%
CORZ vs FRMI
-93.9%
+66.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -7.2% | +10.5% | +5.4% |
| 7D | -7.8% | -24.3% | +16.5% | +0.3% |
| 30D | -14.8% | -55.1% | +40.3% | +7.2% |
| 3M | -32.5% | -73.8% | +41.4% | -2.2% |
| 6M | -42.7% | -70.6% | +27.8% | -22.2% |
| YTD | -9.8% | -80.8% | +70.9% | +33.2% |
| 1Y | -31.9% | -93.9% | +62.0% | +23.8% |
| All | -26.9% | -93.9% | +66.9% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FRMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling